Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51636.66 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48437.6 Kr¶

PnL: ---------------------------------------> -649.97 Kr¶

DD now: ---------------------------------> -0.592 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:32:41.785828'

Anic Portfolio¶

Today¶

Return: -0.505 %¶

This Week¶

Return: 8.646 %¶

Total¶

Return: 69.045 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -1.130000 773.200000 100.200000 14.890000 673.000000
Nordea Bank Abp 29 -0.230000 3526.980000 72.980000 2.110000 3453.999992
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 -0.120000 3423.200000 46.200000 1.370000 3377.000000
Swedbank A 3 2.030000 603.000000 39.000000 6.910000 564.000000
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.000000 608.960000 34.960000 6.090000 573.999998
AcadeMedia 12 -1.410000 586.080000 29.080000 5.220000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.370000 381.700000 26.700000 7.520000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -0.770000 544.600000 16.600000 3.140000 527.999997
Intrum 4 0.190000 540.400000 13.400000 2.540000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.680000 248.400000 2.400000 0.980000 246.000000
Securitas B 6 -1.280000 571.680000 1.680000 0.290000 570.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.730000 560.700000 -1.300000 -0.230000 562.000005
Handelsbanken A 5 0.140000 544.000000 -2.000000 -0.370000 546.000000
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Corem Property Group B 59 -1.270000 574.070000 -2.930000 -0.510000 576.999999
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.250000 548.600000 -25.400000 -4.430000 574.000000
Boozt 12 -1.020000 1628.400000 -25.600000 -1.550000 1653.999996
CTEK 13 -1.590000 498.420000 -35.580000 -6.660000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 -0.360000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48437.600000 -649.970000 -0.5924% 49087.564636

Updated:¶

'2023-01-31 10:32:54.765191'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶